MAP-based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations

A. Chinaev, R. Haeb-Umbach, in: 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013), 2013, pp. 3352–3356.

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In this contribution we derive the Maximum A-Posteriori (MAP) estimates of the parameters of a Gaussian Mixture Model (GMM) in the presence of noisy observations. We assume the distortion to be white Gaussian noise of known mean and variance. An approximate conjugate prior of the GMM parameters is derived allowing for a computationally efficient implementation in a sequential estimation framework. Simulations on artificially generated data demonstrate the superiority of the proposed method compared to the Maximum Likelihood technique and to the ordinary MAP approach, whose estimates are corrected by the known statistics of the distortion in a straightforward manner.
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38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013)
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3352-3356
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Chinaev A, Haeb-Umbach R. MAP-based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations. In: 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013). ; 2013:3352-3356. doi:10.1109/ICASSP.2013.6638279
Chinaev, A., & Haeb-Umbach, R. (2013). MAP-based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations. In 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013) (pp. 3352–3356). https://doi.org/10.1109/ICASSP.2013.6638279
@inproceedings{Chinaev_Haeb-Umbach_2013, title={MAP-based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations}, DOI={10.1109/ICASSP.2013.6638279}, booktitle={38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013)}, author={Chinaev, Aleksej and Haeb-Umbach, Reinhold}, year={2013}, pages={3352–3356} }
Chinaev, Aleksej, and Reinhold Haeb-Umbach. “MAP-Based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations.” In 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013), 3352–56, 2013. https://doi.org/10.1109/ICASSP.2013.6638279.
A. Chinaev and R. Haeb-Umbach, “MAP-based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations,” in 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013), 2013, pp. 3352–3356.
Chinaev, Aleksej, and Reinhold Haeb-Umbach. “MAP-Based Estimation of the Parameters of a Gaussian Mixture Model in the Presence of Noisy Observations.” 38th International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013), 2013, pp. 3352–56, doi:10.1109/ICASSP.2013.6638279.
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